How to plot decision boundary from linear SVM after PCA in Matlab? - matlab

Question

I have conducted a linear SVM on a large dataset, however in order to reduce the number of dimensions I performed a PCA, than conducted the SVM on a subset of the component scores (the first 650 components which explained 99.5% of the variance). Now I want to plot the decision boundary in the original variable space using the beta weights and bias from the SVM created in PCA space. But I can't figure out how to project the bias term from the SVM into the original variable space. I've written a demo using the fisher iris data to illustrate:
clear; clc; close all
% load data
load fisheriris
inds = ~strcmp(species,'setosa');
X = meas(inds,3:4);
Y = species(inds);
mu = mean(X)
% perform the PCA
[eigenvectors, scores] = pca(X);
% train the svm
SVMModel = fitcsvm(scores,Y);
% plot the result
figure(1)
gscatter(scores(:,1),scores(:,2),Y,'rgb','osd')
title('PCA space')
% now plot the decision boundary
betas = SVMModel.Beta;
m = -betas(1)/betas(2); % my gradient
b = -SVMModel.Bias; % my y-intercept
f = #(x) m.*x + b; % my linear equation
hold on
fplot(f,'k')
hold off
axis equal
xlim([-1.5 2.5])
ylim([-2 2])
% inverse transform the PCA
Xhat = scores * eigenvectors';
Xhat = bsxfun(#plus, Xhat, mu);
% plot the result
figure(2)
hold on
gscatter(Xhat(:,1),Xhat(:,2),Y,'rgb','osd')
% and the decision boundary
betaHat = betas' * eigenvectors';
mHat = -betaHat(1)/betaHat(2);
bHat = b * eigenvectors';
bHat = bHat + mu; % I know I have to add mu somewhere...
bHat = bHat/betaHat(2);
bHat = sum(sum(bHat)); % sum to reduce the matrix to a single value
% the correct value of bHat should be 6.3962
f = #(x) mHat.*x + bHat;
fplot(f,'k')
hold off
axis equal
title('Recovered feature space')
xlim([3 7])
ylim([0 4])
Any guidance on how I'm calculating bHat incorrectly would be much appreciated.

Answer 1

Just in case anyone else comes across this problem, the solution is the bias term can be used to find the y-intercept, b = -SVMModel.Bias/betas(2). And the y-intercept is just another point in space [0 b] which can be recovered/unrotated by inverse transforming it through the PCA. This new point can then be used to solve the linear equation y = mx + b (i.e., b = y - mx). So the code should be:
% and the decision boundary
betaHat = betas' * eigenvectors';
mHat = -betaHat(1)/betaHat(2);
yint = b/betas(2); % y-intercept in PCA space
yintHat = [0 b] * eigenvectors'; % recover in original space
yintHat = yintHat + mu;
bHat = yintHat(2) - mHat*yintHat(1); % solve the linear equation
% the correct value of bHat is now 6.3962